S&P Global Market Intelligence is joined by Wolters Kluwer to deliver a concise list of must-haves for your institution’s CECL implementation. We provide you with a comprehensive perspective on data, models, and technology so you can confidently meet the new accounting standards.
Eduardo Alves is an analytical team lead at S&P Global Market Intelligence’s Risk Services. He delivers risk management solutions for financial institutions of varying sizes and specialties, with a primary focus in the Americas region. Mr. Alves is results-focused and has an outstanding record of exceeding client objectives through high-quality and consistent applications in the areas of credit risk rating methodologies, internal risk rating systems design and validation, stress testing, and thought leadership.
Prior to S&P Global Market Intelligence, Mr. Alves held positions at Promontory Financial Group, Mizuho Bank, and the World Bank. While at Promontory, he supported bank holding companies in developing and enhancing comprehensive stress testing frameworks required under DFAST and CCAR; including risk identification, capital planning, drafting of policies and guidelines, and regulatory submission reviews. At Mizuho, he analyzed financial institutions and large corporates in support of commercial loan originations in Latin America. Moreover, he conducted economic research and statistical analysis for various World Bank publications – chiefly the World Development Report 2009.
Bart Everaert is Sr. Product Manager, Risk and Finance, for Wolters Kluwer’s Finance, Risk and Reporting-Americas business. In this role, he is responsible for the vision and strategic outline of the group’s risk and finance offerings. Everaert started his career in 2005 with Wolters Kluwer’s Professional Services team, where he led various projects in the U.S., Europe and Middle East on capital adequacy, liquidity, stress testing, IFRS 9 and regulatory reporting initiatives. This experience has made him a big believer in the need for an integrated framework across an organization’s finance, risk and reporting areas.
Rad Lukic is a Senior Director at S&P Global Market Intelligence, Risk Services. His focus is on assisting financial institutions and other organizations in validating and improving their credit risk assessment methodologies in a Basel II framework. Rad has extensive experience in analytical service development and client engagements, with a focus on developing and validating credit risk internal risk rating systems aligned with regulatory requirements.
Rad joined S&P Global in 2006 as an Associate in the New York Risk Solutions Group. He previously held an FX Analyst/Strategist for Emerging Markets position in a foreign exchange brokerage, as well as a consulting position at Mitsui & Co. with responsibility for the Balkan region.
Rad is currently the analytical lead in the S&P Global Market Intelligence Solutions and Services team on developing Credit Risk Rating Methodologies aligned with Basel II and best practices. He has extensive experience in analytical service development and client engagements focused on: Credit Risk Analytics, Internal Risk Rating System design and Validation, Modeling and estimating PD, LGD and EAD, Stress-testing rating systems.
Rad received an MBA from the Zicklin School of Business at the City University of New York (Baruch College), and a BSc in Economics from Belgrade University (Serbia).
